+86.1%
WULF vs AEM
+40.5%
+45.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | +7.6% | -0.5% | +8.1% | +8.0% |
| 30D | -8.6% | +24.0% | -32.6% | -20.2% |
| 3M | -37.0% | +16.1% | -53.0% | -42.8% |
| 6M | +7.4% | -11.6% | +19.0% | +14.6% |
| YTD | +43.7% | +21.5% | +22.1% | +31.3% |
| 1Y | +86.1% | +39.2% | +47.0% | +91.8% |
| All | +86.1% | +40.5% | +45.6% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling